• Journal of the Korean Statistical Society
• /
• 제24권1호
• /
• pp.243-248
• /
• 1995

In this article we show that a class of random coefficient autoregressive processes including the NEAR (New exponential autoregressive) process has the strong mixing property in the sense of Rosenblatt with mixing order decaying to zero. The result can be used to construct model free prediction interval for the future observation in the NEAR processes.

• Journal of the Korean Statistical Society
• /
• 제34권3호
• /
• pp.173-183
• /
• 2005

The Box-Cox power transformation is generally used for variance stabilization. Recently, Shin and Kang (2001) showed, under the Box-Cox transformation, invariant properties to the original model under the large mean and relatively small variance assumptions in time series analysis. In this paper we obtain some invariant properties in spatial statistics. Spatial statistics, Invariant Property, Variogram, Box-Cox power Transformation.

• Journal of the Korean Statistical Society
• /
• 제23권1호
• /
• pp.187-198
• /
• 1994

We derive a new Cramer-Rao type lower bound for the reciprocal of the density height of the median-unbiased estimators which improves most of the previous lower bounds and is attainable under much weaker conditions. We also identify useful necessary and sufficient condition for the attainability of the lower bound which is considerably weaker than those for the mean-unbiased estimators. It is shown that these lower bounds are attained not only for the family of continuous distributions with monotone likelihood ratio (MLR) property but also for the location and scale families with strong unimodal property.

• Communications for Statistical Applications and Methods
• /
• 제2권2호
• /
• pp.166-175
• /
• 1995

When a neutral particle beam(NPB) aimed at the object and receive a small number of neutron signals at the detector without any errors, it obeys Poisson law. Under the two assumptions that neutral particle scattering distribution and aiming errors have a circular Gaussian distributions that neutral particle scattering distribution and aiming errors have a circular Gaussian distribution respectively, an exact probability distribution of neutral particles vecomes a Poisson-power function distribution. We study and prove some properties, such as limiting distribution, unimodality, stochastical ordering, computational recursion fornula, of this distribution. We also prove monotone likelihood ratio(MLR) property of this distribution. Its MLR property can be used to find a criteria for the hypothesis testing problem.

• Communications for Statistical Applications and Methods
• /
• 제10권1호
• /
• pp.233-237
• /
• 2003

An asymptotic property of the ordinary least squares estimator of the disturbance variance is considered in the regression model with correlated errors. It is shown that the convergence in probability of S$^2$ is equivalent to the asymptotic unbiasedness. Beyond the assumption on the design matrix or the variance-covariance matrix of disturbances error, the result is quite general and simplify the earlier results.

• 한국멀티미디어학회논문지
• /
• 제20권9호
• /
• pp.1584-1595
• /
• 2017

Each cultural community has developed a variety of fonts to express their own language and characters. Hangul has also diversified its font shapes through changing the composition ratio and look of the consonants and vowels. Rather, thanks to the variety of these fonts, a considerable amount of time and effort must be devoted to the selection of a specific font shape. This is related to the fact that the current Hangul service and classification system process the font only with its name or the name of the manufacturer. It means that there is no consensus about the font shape classification system for Hangul. In this study, we propose a shape property set that can be a basis for classifying Hangul fonts. The font shape property set was generated by performing statistical analysis with features which have been studied by the font design experts and was verified through questionnaire using representative fonts based on the classification scheme defined by the Hangul font design classification system standard. This study is meaningful in that it is a study on shape classification properties of K-means and PCA statistical techniques based on font data rather than design field study.

• Communications for Statistical Applications and Methods
• /
• 제18권1호
• /
• pp.23-34
• /
• 2011

부동산 경매는 최근 새로운 부동산 투자방법 가운데 하나로 자리잡고있다. 이는 부동산 시장의 성장과 더불어 부동산 경매 시장 또한 증가하고 있는 추세에 기인한다 할 수 있다. 본 연구는 부동산 경매에 참여하는 사람 및 기관들에게 가장 중요한 지표라 할 수 있는 낙찰률의 변화를 설명하고 예측하는 모형을 구축하고자 하였다. 월별 평균 낙찰률을 예측하기 위하여 단순한 지역별, 기간별 평균값을 보완하고 의사결정나무 분석을 이용하여 예측오차를 보정하는 방법을 제안하였고 선형회귀모형을 이용하여 개별 경매 물건별 낙찰률을 예측하기 위한 모형을 구축하였다. 구축된 모형은 전국 아파트 경매 물건에 적용하여 예측 모형을 구현하였으며 그 응용방법으로 예측결과에 대한 등급화를 함께 수행하였다.

• Communications for Statistical Applications and Methods
• /
• 제5권2호
• /
• pp.503-515
• /
• 1998

When a neutral particle beam(NPB) aimed at the object and receive a small number of neutron signals at the detector, it follows approximately Poisson distribution. Under the four assumptions in the presence of errors and uncertainties for the Poisson parameters, an exact probability distribution of neutral particles have been derived. The probability distribution for the neutron signals received by a detector averaged over the three sources of errors is expressed as a four-dimensional integral of certain data. Two of the four integrals can be evaluated analytically and thereby the integral is reduced to a two-dimensional integral. The monotone likelihood ratio(MLR) property of the distribution is proved by using the Cauchy mean value theorem for the univariate distribution and multivariate distribution. Its MLR property can be used to find a criteria for the hypothesis testing problem related to the distribution.

• Journal of the Korean Statistical Society
• /
• 제23권1호
• /
• pp.167-178
• /
• 1994

To estimate coefficient matrix in autoregressive model, usually ordinary least squares estimator or unconditional maximum likelihood estimator is used. It is unknown that for univariate AR(p) model, unconditional maximum likelihood estimator gives better power property that ordinary least squares estimator in testing for unit root with mean estimated. When autoregressive model contains multiple unit roots and unconditional likelihood function is used to estimate coefficient matrix, the seperation of nonstationary part and stationary part of the eigen-values in the estimated coefficient matrix in the limit is developed. This asymptotic property may give an idea to test for multiple unit roots.

• Journal of the Korean Statistical Society
• /
• 제36권1호
• /
• pp.157-173
• /
• 2007

In this article it is considered that how the slope-rotatability property of a second order design for response surface model is affected by block effects and how the design points are assigned into the blocks so that the blocked design may have the property of slope-rotatability. If an unblocked design is blocked properly, it could be a slope-rotatable design with block effects and this property is named as block slope-rotatability. We approach this problem from the moment matrix of the blocked design, which plays an important role to get the variances of the estimates, and suggest conditions of block slope-rotatability.